+648.8%
SEI vs PTC
+142.9%
+505.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | +20.7% | -14.2% | +34.9% | +26.9% |
| 30D | +9.1% | -14.4% | +23.6% | +14.3% |
| 3M | -6.0% | -4.7% | -1.3% | -7.5% |
| 6M | +18.9% | -19.3% | +38.2% | +24.5% |
| YTD | +40.1% | -26.1% | +66.2% | +51.6% |
| 1Y | +120.6% | -37.1% | +157.7% | +157.1% |
| 3Y | +562.1% | -10.4% | +572.5% | +547.3% |
| 5Y | +954.5% | +2.5% | +952.0% | +841.6% |
| All | +648.8% | +142.9% | +505.9% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling